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Trade: FIL/USDT/240/MIDPRICE/SUPERTREND/1323

Strategy
FIL/USDT/240/MIDPRICE/SUPERTREND/1323
Pair
FIL_USDT
Interval
4h
Score
466061
Daily Profit
0.336431
Profit Factor
1.784562
Profitability
48.241206
Streak
0.000000
Best Strategy
Training Data Length
1808.830000
Evaluation Time
2025-09-28 12:01
Expiration Time
2025-11-21 16:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 608546.015 346858.4464 261687.5686 1976679.9248 261622.8788 1715057.046
Total P&L (%) 608.546 346.8584 261.6876 1976.6799 261.6229 1715.057
Avg Daily Profit (%) 0.3364 0.1918 0.1447 0.1678 0.0711 0.1604
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83019 -74944 -59142 -2027710 -1824426 -976186
Profit Factor 1.7846 1.8661 1.6975 1.1797 1.0432 1.347
Total Trades 199 100 99 199 100 99
Winning Trades 96 43 53 96 43 53
Losing Trades 103 57 46 103 57 46
Profitability (%) 48.2412 43 53.5354 48.2412 43 53.5354
Ratio Avg Win / Avg Loss 1.9147 2.4737 1.4733 1.2657 1.3828 1.1691
Largest Winning Trade 254872 254872 63799 1061198 1061198 649200
Largest Losing Trade -29324 -22558 -29324 -694444 -694444 -397737
Avg Bars in Trades 53 41 65 53 41 65
Avg Bars in Winners 75 55 90 75 55 90
Avg Bars in Losers 32 30 35 32 30 35
Bars Traded 10567 4114 6453 10567 4114 6453
Profit Streak 0 0 17.2095 0 0 17.2095
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466061 290976 105574 -14720 -274044 317087
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10853,
    "evaluation_days": 1808.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604635200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759050099997,
    "expiration_time": 1763734896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 125,
            "offset": 0,
            "multiplier": 2.73967
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            608546.0150253838,
            346858.4464122509,
            261687.5686131331,
            1976679.9248057925,
            261622.8788028593,
            1715057.046002932
        ],
        [
            608.546015,
            346.858446,
            261.687569,
            1976.679925,
            261.622879,
            1715.057046
        ],
        [
            0.336431,
            0.191758,
            0.144672,
            0.167838,
            0.07109,
            0.160381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83019,
            -74944,
            -59142,
            -2027710,
            -1824426,
            -976186
        ],
        [
            1.784562,
            1.866116,
            1.697509,
            1.179715,
            1.043193,
            1.347042
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            96,
            43,
            53,
            96,
            43,
            53
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            48.241206,
            43,
            53.535354,
            48.241206,
            43,
            53.535354
        ],
        [
            1.914687,
            2.473689,
            1.47331,
            1.265736,
            1.382838,
            1.169131
        ],
        [
            254872,
            254872,
            63799,
            1061198,
            1061198,
            649200
        ],
        [
            -29324,
            -22558,
            -29324,
            -694444,
            -694444,
            -397737
        ],
        [
            53,
            41,
            65,
            53,
            41,
            65
        ],
        [
            75,
            55,
            90,
            75,
            55,
            90
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            10567,
            4114,
            6453,
            10567,
            4114,
            6453
        ],
        [
            0,
            0,
            17.209491,
            0,
            0,
            17.209491
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466061,
            290976,
            105574,
            -14720,
            -274044,
            317087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10853,
    "evaluation_days": 1808.83,
    "actual_first_datapoint_time": 1602777600000,
    "first_datapoint_time": 1604635200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759050099997,
    "expiration_time": 1763734896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 125,
            "offset": 0,
            "multiplier": 2.73967
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)